Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 4.75% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 136,194 | 136,194 | 28,076 CHF | 29,438 CHF | 100.00% | 100.00% |
19/11/2024 | 4.27% | 0.21 CHF | 0.22 CHF | 136,000 | 136,000 | 138,685 | 138,685 | 31,844 CHF | 33,231 CHF | 100.00% | 100.00% |
18/11/2024 | 5.21% | 0.20 CHF | 0.21 CHF | 136,000 | 136,000 | 134,994 | 134,994 | 25,287 CHF | 26,637 CHF | 100.00% | 100.00% |
15/11/2024 | 5.52% | 0.17 CHF | 0.18 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 23,415 CHF | 24,737 CHF | 100.00% | 100.00% |
14/11/2024 | 4.40% | 0.21 CHF | 0.22 CHF | 136,000 | 136,000 | 137,326 | 137,326 | 30,511 CHF | 31,884 CHF | 100.00% | 100.00% |
13/11/2024 | 4.49% | 0.24 CHF | 0.25 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 29,763 CHF | 31,126 CHF | 100.00% | 100.00% |
12/11/2024 | 5.00% | 0.21 CHF | 0.22 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 26,403 CHF | 27,758 CHF | 99.85% | 99.85% |
11/11/2024 | 5.07% | 0.18 CHF | 0.19 CHF | 132,000 | 132,000 | 135,308 | 135,308 | 26,033 CHF | 27,386 CHF | 100.00% | 100.00% |
08/11/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 136,000 | 136,000 | 134,839 | 134,839 | 26,193 CHF | 27,542 CHF | 100.00% | 100.00% |
07/11/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 28,173 CHF | 29,528 CHF | 100.00% | 100.00% |